+9.0%
IBKR vs RDW
+11.1%
-2.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +16.5% | -12.2% | +1.9% |
| 7D | -1.4% | -14.1% | +12.7% | +0.3% |
| 30D | -13.6% | -29.6% | +16.0% | -9.9% |
| 3M | -11.8% | -39.1% | +27.3% | -6.7% |
| 6M | -12.7% | -25.2% | +12.5% | -14.8% |
| YTD | +18.3% | -5.1% | +23.4% | +4.8% |
| 1Y | +9.0% | +20.6% | -11.6% | -10.0% |
| All | +9.0% | +11.1% | -2.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling